Categorical to Numerals variables

How I can deal with the categorical variables for multinomial logistic regression, SVM and ANN for a classification problem?

My response is a categorical variable (yes,no) and two of predictors are also categorical (red, green, black, blue and high, medium, low).

[dpb]

Just cast the categorical variable to double() or single() and tell mnrfit whether they're nominal, ordinal, ...